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~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of futures markets"
~subject:"Estimation"
~subject:"Oil price"
~subject:"Spillover effect"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölmarkt"
~subject:"Ölpreis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Estimation
Oil price
Spillover effect
Stock market
Time series analysis
Ölmarkt
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Volatility
1,196
Volatilität
1,196
ARCH model
293
ARCH-Modell
293
Welt
257
World
257
Schätzung
248
Börsenkurs
235
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235
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219
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219
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Capital income
151
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151
Stochastic process
150
Stochastischer Prozess
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Theorie
150
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150
Aktienmarkt
137
Spillover-Effekt
129
Oil market
127
Derivat
102
Derivative
102
Zeitreihenanalyse
101
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94
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94
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92
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92
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Article
666
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Aufsatz in Zeitschrift
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666
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6
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English
666
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Ma, Feng
19
Tiwari, Aviral Kumar
17
Hammoudeh, Shawkat
14
Bouri, Elie
13
Wang, Yudong
12
Gupta, Rangan
11
Uddin, Mohammed Gazi Salah
10
Wei, Yu
10
Ji, Qiang
9
Kang, Sang Hoon
9
Yoon, Seong-min
9
Lin, Boqiang
8
Shahzad, Syed Jawad Hussain
8
Wen, Fenghua
8
Dai, Zhifeng
7
Dutta, Anupam
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Zhang, Yaojie
7
Demirer, Rıza
6
Elder, John
6
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Lucey, Brian M.
5
Naeem, Muhammad Abubakr
5
Nguyen, Duc Khuong
5
Roubaud, David
5
Sitara Karim
5
Wohar, Mark E.
5
Yin, Libo
5
Do, Hung Xuan
4
Huang, Dengshi
4
Klein, Tony
4
Lau, Chi Keung
4
Lee, Chien-chiang
4
Li, Xiafei
4
Liang, Chao
4
Liu, Bing-Yue
4
Lu, Xinjie
4
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Energy economics
Quantitative finance
The journal of futures markets
Finance research letters
334
International review of financial analysis
258
International review of economics & finance : IREF
227
Economic modelling
222
Applied economics
218
The North American journal of economics and finance : a journal of financial economics studies
214
Research in international business and finance
178
Journal of econometrics
159
International Journal of Energy Economics and Policy : IJEEP
151
Journal of international financial markets, institutions & money
145
Journal of banking & finance
143
Applied economics letters
141
Journal of empirical finance
139
Applied financial economics
136
Journal of risk and financial management : JRFM
120
Journal of international money and finance
113
Economics letters
111
International journal of forecasting
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Pacific-Basin finance journal
97
International journal of finance & economics : IJFE
93
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
92
Journal of forecasting
81
The European journal of finance
80
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
77
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
71
Global finance journal
69
International journal of economics and finance
69
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
68
Cogent economics & finance
66
International journal of economics and financial issues : IJEFI
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
Journal of financial economics
60
Journal of financial econometrics : official journal of the Society for Financial Econometrics
53
Econometric reviews
50
Review of quantitative finance and accounting
50
Finance India : the quarterly journal of Indian Institute of Finance
48
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ECONIS (ZBW)
666
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666
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1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad
;
Elder, John
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
Saved in:
3
Who can benefit from multi-license oil concessionaires valuation?
Oliva, I.
;
Ventura, Marco
- In:
Energy economics
135
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10015046992
Saved in:
4
Volatility dynamics of agricultural futures markets under uncertainties
Dutta, Anupam
;
Uddin, Mohammed Gazi Salah
;
Sheng, Lin Wen
; …
- In:
Energy economics
136
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10015046928
Saved in:
5
Asymmetric volatility spillover between crude oil and other asset markets
Guan, Bo
;
Mazouz, Khelifa
;
Xu, Yongdeng
- In:
Energy economics
130
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014559169
Saved in:
6
Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets
Xu, Yongdeng
;
Guan, Bo
;
Lu, Wenna
;
Heravi, Saeed M.
- In:
Energy economics
136
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015046875
Saved in:
7
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
8
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
9
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
10
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
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